Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	127.50	129.27	1.77	1.4%	125.62
High	129.36	130.91	1.55	1.2%	127.50
Low	127.36	128.59	1.23	1.0%	125.41
Close	129.10	129.00	-0.10	-0.1%	127.43
Range	2.00	2.32	0.32	16.0%	2.09
ATR	0.87	0.98	0.10	11.8%	0.00
Volume	1,339,959	1,660,153	320,194	23.9%	4,245,502

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.46	135.05	130.28
R3	134.14	132.73	129.64
R2	131.82	131.82	129.43
R1	130.41	130.41	129.21	129.96
PP	129.50	129.50	129.50	129.27
S1	128.09	128.09	128.79	127.64
S2	127.18	127.18	128.57
S3	124.86	125.77	128.36
S4	122.54	123.45	127.72

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.05	132.33	128.58
R3	130.96	130.24	128.00
R2	128.87	128.87	127.81
R1	128.15	128.15	127.62	128.51
PP	126.78	126.78	126.78	126.96
S1	126.06	126.06	127.24	126.42
S2	124.69	124.69	127.05
S3	122.60	123.97	126.86
S4	120.51	121.88	126.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.91	125.64	5.27	4.1%	1.54	1.2%	64%	True	False	1,296,017
10	130.91	125.22	5.69	4.4%	1.13	0.9%	66%	True	False	1,156,070
20	130.91	125.22	5.69	4.4%	0.92	0.7%	66%	True	False	1,071,966
40	130.91	123.49	7.42	5.8%	0.76	0.6%	74%	True	False	654,548
60	130.91	120.12	10.79	8.4%	0.70	0.5%	82%	True	False	437,139
80	130.91	119.38	11.53	8.9%	0.61	0.5%	83%	True	False	327,942
100	130.91	119.38	11.53	8.9%	0.53	0.4%	83%	True	False	262,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	140.77
2.618	136.98
1.618	134.66
1.000	133.23
0.618	132.34
HIGH	130.91
0.618	130.02
0.500	129.75
0.382	129.48
LOW	128.59
0.618	127.16
1.000	126.27
1.618	124.84
2.618	122.52
4.250	118.73

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	129.75	128.79
PP	129.50	128.59
S1	129.25	128.38

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These figures are updated between 7pm and 10pm EST after a trading day.

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